Markit offer exposure to vintage mortgage-backed securities

Markit, the financial information services company, plans to launch an ABX.HE 05-2 index on October 2, 2008. The ABX.HE is a tradable synthetic index of U.S. sub-prime asset-backed securities.

The new index will provide institutional investors with a greater ability to gain or hedge exposure to an earlier vintage of US residential mortgage-backed securities (RMBS). The Markit ABX.HE 05-2 index will reference 20 qualifying RMBS deals issued in the first half of 2005.

In a separate move, Markit announced that following a majority dealer vote, some of the rollouts for its indices have been postponed. The Markit iTraxx European Investment Grade and Crossover indices will now roll on 29

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